Well, you are about to start the greatest improvisation of all. With no script. No idea what's going to happen, often with people and places you have never seen before. And you are not in control. So say "yes." And if you're lucky, you'll find people who will say "yes" back.
Improv, much like life, pushes you up on the stage, without a script in hand. The only option is to play along with whatever you got in your hands - suggestions from the audience, ideas from your co-actors, and your own tiny little brain. What comes out of this whole exercise is a person who is receptive to what others are saying and doing, and has an ability to act spontaneously by making quick decisions.
Needless to say, Improv theater is one of the quirkiest forms of theatrical arts which not only is great stress buster ( joining the ranks of 3PM power naps and your favorite spotify playlist), it also impacts the very way one conducts oneself in the public sphere.
Not just this, Improv skills have been known to bolster pedantic and research skills. Here is a Ted-talk by Uri Alon, a systems biologist at Weizmann institute of Science, Israel. This 15 min video perfectly summarizes how science demands the scientists to make bold hypothesis, think out of the box, and how exactly improv theater helps in achieving the same.